Access Statistics for Ilya Archakov
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices | 0 | 0 | 2 | 19 | 0 | 0 | 4 | 30 |
| A Markov Chain Estimator of Multivariate Volatility from High Frequency Data | 0 | 0 | 0 | 146 | 0 | 0 | 1 | 236 |
| A Multivariate Realized GARCH Model | 0 | 1 | 6 | 38 | 3 | 7 | 21 | 89 |
| A New Method for Generating Random Correlation Matrices | 0 | 0 | 1 | 28 | 0 | 0 | 5 | 27 |
| A New Parametrization of Correlation Matrices | 0 | 0 | 0 | 6 | 0 | 0 | 0 | 23 |
| Cluster GARCH | 1 | 1 | 13 | 13 | 3 | 3 | 12 | 12 |
| Total Working Papers | 1 | 2 | 22 | 250 | 6 | 10 | 43 | 417 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A Descriptive Study of High-Frequency Trade and Quote Option Data* | 0 | 0 | 2 | 6 | 0 | 1 | 6 | 15 |
| A New Parametrization of Correlation Matrices | 1 | 2 | 5 | 21 | 1 | 3 | 8 | 62 |
| A new method for generating random correlation matrices | 0 | 1 | 2 | 2 | 0 | 1 | 4 | 4 |
| Local mispricing and microstructural noise: A parametric perspective | 0 | 2 | 2 | 5 | 1 | 4 | 6 | 16 |
| Total Journal Articles | 1 | 5 | 11 | 34 | 2 | 9 | 24 | 97 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail